Limit theorems for the estimation of L1 integrals using the Brownian motion
Year of publication: |
2015
|
---|---|
Authors: | Athreya, Krishna B. ; Normand, Raoul ; Roy, Vivekananda ; Wu, Sheng-Jhih |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 100.2015, C, p. 42-47
|
Publisher: |
Elsevier |
Subject: | Brownian motion | Local time | Point estimate | Ray–Knight theorem | Regenerative process |
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